Wealth-Lab 100 DataSet
Author: cicerotullius
Creation Date: 5/19/2013 12:23 PM
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cicerotullius

#1
Dear Community, I deleted by accident the WL100 Data set and now I wanted to know if somebody could post the Symbol list or tell me where to download it without new Installation.

Another question: what was the selection criteria for WL100 compared to SP100 or US100?

thx
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Eugene

#2
Hi Gernot,

Here's the latest WL100 DataSet:

QUOTE:
AA,AAPL,AES,AIG,ALTR,ALU,AMCC,AMTD,AMZN,ATML,AXP,BA,BAX,BBBY,BIIB,BMY,BRCM,BSX,BVSN,C,CAT,CBS,CCU,CHKP,CIEN,CL,CMCSK,CMVT,COP,COST,CPWR,CSCO,CTXS,DELL,DIS,DISH,EA,EMC,ETFC,FISV,FITB,GE,GPS,HD,HNZ,HON,HPQ,IACI,IBM,INTC,INTU,IP,JDSU,JNJ,JNS,JPM,KLAC,KO,LIFE,MCD,MCHP,MCO,MDP,MLNK,MMM,MO,MOLX,MSFT,MSI,MWW,MXIM,NTAP,ORCL,PCAR,PEP,PFE,PG,PMCS,QLGC,RFMD,RHI,S,SANM,SAPE,SPLS,STT,T,TER,TLAB,TROW,TWX,UTX,VZ,WFC,WFM,WPI,XLNX,XOM,YHOO,ZMH
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cicerotullius

#3
thx a lot.
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cicerotullius

#4
can you pls. also tell me whats the criteria compared to SP100?
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Cone

#5
The S&P 100 are the 100 largest U.S. companies by market capitalization, and therefore a subset of the S&P 500.

The Wealth-Lab 100 is also a subset of the S&P 500 companies, but was originally created more than 10 years ago by random selection for the purpose of ranking "ChartScripts" at the legacy site, wl4.wealth-lab.com. (However, we're no longer supporting that site nor its ChartScript Rankings.)

When a company leaves the WL-100 (buyout, merger, etc.) it is replaced by the S&P 500 company whose price history is most highly correlated with the exiting stock. The idea is to keep a list of current symbols that alter back tests as little as possible through the symbol changes.
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cicerotullius

#6
Thx, I didnt expect that one, but thats actually quite helpful.
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hrplein

#7
Where can I find an updated list of the WL 100 Dataset?
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Cone

#8
This seems to be as good as place as any to post updates, but I can add the latest list to the Yahoo! Classification file too.

Before today, the last update I had was this:
CODE:
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But SAPE needs to be removed (buy out) and was most highly correlated with CTSH in the S&P 500, so the current WL 100 is:

CODE:
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Edit:
The Yahoo! Classification file has been updated, and contains this and other numerous changes to Index DataSets.
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hrplein

#9
Thanks for the update. Is there a way we can be notified when a change is made to this dataset?
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Eugene

#10
Options > Bookmark topic > "Do you want to get informed about new posts via Email?" > Yes.
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PFNikolai

#11
Symbol Quarantine is telling me that ALTR, ALU, CMCSK, IACI, and PMCS will not be updated and they are in the Wealth-Lab 100 data set so I found this topic. I was going to ask for the current symbol list but it sounds like the Wealth-Lab 100 data set is no longer used for anything so I may be better off just deleting it. Is there any reason not to?
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Eugene

#12
To update the Wealth-Lab 100 DataSet, use the Yahoo! provider's Classification Groups feature: click "New DataSet" > Select the symbols from predefined C. groups > click "Refresh classification". The updated list will be under "WealthSignals". Wealth-Data may take care of this automatically, see my answer to your other question.